-44.6%
VG vs ROK
+42.1%
-86.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +14.0% | +7.1% | +6.9% | +12.4% |
| 30D | -1.0% | -5.0% | +4.0% | -0.1% |
| 3M | -2.7% | -9.4% | +6.7% | -1.0% |
| 6M | +1.5% | -11.0% | +12.5% | +2.3% |
| YTD | +93.7% | +4.4% | +89.3% | +77.7% |
| 1Y | +68.5% | +7.4% | +61.1% | +51.1% |
| All | -44.6% | +42.1% | -86.6% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling